Maximum Entropy Econometrics: Robust Estimation with Limited Data

The Classical Maximum Entropy Formalism: A Review.

PURE INVERSE PROBLEMS.

Basic Maximum Entropy Principle: Formulation and Extensions.

Formulation and Solution of Pure Inverse Problems.

Generalized Pure Inverse Problems.

LINEAR INVERSE PROBLEMS WITH NOISE.

Generalized Maximum Entropy (GME) and Cross-Entropy (GCE)Formulations.

Finite Sample Extensions of GME-GCE.

GENERAL LINEAR MODEL APPLICATIONS OF GME-GCE.

GME-GCE Solutions to Ill-conditioned Problems.

General Linear Statistical Model with a Non-scalar IdentityCovariance Matrix Statistical Model Selection.

A SYSTEM OF ECONOMIC STATISTICAL RELATIONS.

Sets of Linear Statistical Models.

Simultaneous Equations Statistical Model.

LINEAR AND NON-LINEAR DYNAMIC SYSTEMS.

Estimation and Inference of Dynamic Linear Inverse Problems.

Linear and Non-linear Dynamic Systems with Control.

DISCRETE CHOICE-CENSORED PROBLEMS.

Recovering Information from Multinomial Response Data.

Recovering Information from Censored Response Data.

COMPUTATIONAL NOTES.

Computing GME-GCE Solutions.

Epilogue.

Selected Reading.

Index.